I don't bundle up so much myself during Shanghai winters because it usually doesn't get super cold. I agree with travelinmanS that "damp and dreary" is an accurate descriptor.

Beijing winters are typically much more pleasant than Shanghai winters (lots of clear sky days), but temperatures can be seriously cold (i.e. "yes, yes, yes" to the thick jacket), especially when the Siberian winds are in full force.

YariGuy Our lack of a central heating grid doesn't affect me (and I suspect you, as well) so much. Sure, a lot of restaurants are cheap wrt electricity well into November, but there is no shortage of venues that value customer comfort. The only time I recall being personally burned by this policy was when I was living in a foreign students' dorm in Nanjing during college, and the building took away our aircon remotes because "we didn't need them, as Nanjing is in the south".